High-dimensional variable selection with reciprocal L₁-regularization

DOI10.1080/01621459.2014.984812MaRDI QIDQ5367472zbMATH OpenOpenAlexFDO

Authors Qifan Song, Faming Liang

Publication date 13 October 2017

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/01621459.2014.984812

zbMATH Keywords

Lassopenalized likelihood methodsreciprocal Lassosmoothly clipped absolute deviation (SCAD)stochastic approximation annealingvariable selection

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cited in

(23)

• Removing the singularity of a penalty via thresholding function matching
• High-dimensional posterior consistency for hierarchical non-local priors in regression
• Marginalized Lasso in sparse regression
• Nearly optimal Bayesian shrinkage for high-dimensional regression
• L₁-regularized least squares for support recovery of high dimensional single index models with Gaussian designs
• Bayesian neural networks for selection of drug sensitive genes
• High Dimensional Variable Selection via Tilting
• Partitioned Approach for High-dimensional Confidence Intervals with Large Split Sizes
• Bayesian reciprocal LASSO quantile regression
• Ultra-high dimensional single-index quantile regression
• Spatial Homogeneity Pursuit of Regression Coefficients for Large Datasets
• Markov Neighborhood Regression for High-Dimensional Inference
• The reciprocal Bayesian bridge for left-censored data
• scientific article; zbMATH DE number 7750671 (Why is no real title available?)
• Optimal false discovery control of minimax estimators
• Variable selection for nonparametric quantile regression via measurement error model
• An overview of reciprocal \(L_1\)-regularization for high dimensional regression data
• The reciprocal Bayesian Lasso
• A binary hidden Markov model on spatial network for amyotrophic lateral sclerosis disease spreading pattern analysis
• Markov neighborhood regression for statistical inference of high-dimensional generalized linear models
• Accelerated Bayesian Reciprocal LASSO
• Unified reciprocal LASSO estimation via least squares approximation
• Regularization through variable selection and conditional MLE with application to classification in high dimensions

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